How to remove interior faces while keeping exterior faces untouched?
Update, this is working in Blender 2.81 (see: T68401)



Use the following steps:


Enter Editmode
Set the Selection type to Faces
Select all
Vertices -> Merge -> By Distance
Deselect all
Select -> Select All by Trait -> Interior Faces
Delete


You say Select -> Select All by Trait -> Interior Faces didn't work; I expect it's because you didn't remove doubles first.

Tip

After this, try Limited Dissolve, it gets rid of redundant geometry which can be useful in examples like this (if you don't have UV's or per-face materials set differently on each face).